CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
1028-0 |
8-0 |
0.8% |
970-0 |
| High |
1029-0 |
1040-0 |
11-0 |
1.1% |
1029-0 |
| Low |
1015-0 |
1028-0 |
13-0 |
1.3% |
964-2 |
| Close |
1025-4 |
1031-6 |
6-2 |
0.6% |
1025-4 |
| Range |
14-0 |
12-0 |
-2-0 |
-14.3% |
64-6 |
| ATR |
14-7 |
14-7 |
0-0 |
-0.2% |
0-0 |
| Volume |
2,660 |
2,387 |
-273 |
-10.3% |
14,693 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1069-2 |
1062-4 |
1038-3 |
|
| R3 |
1057-2 |
1050-4 |
1035-0 |
|
| R2 |
1045-2 |
1045-2 |
1034-0 |
|
| R1 |
1038-4 |
1038-4 |
1032-7 |
1041-7 |
| PP |
1033-2 |
1033-2 |
1033-2 |
1035-0 |
| S1 |
1026-4 |
1026-4 |
1030-5 |
1029-7 |
| S2 |
1021-2 |
1021-2 |
1029-4 |
|
| S3 |
1009-2 |
1014-4 |
1028-4 |
|
| S4 |
997-2 |
1002-4 |
1025-1 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1200-4 |
1177-6 |
1061-1 |
|
| R3 |
1135-6 |
1113-0 |
1043-2 |
|
| R2 |
1071-0 |
1071-0 |
1037-3 |
|
| R1 |
1048-2 |
1048-2 |
1031-3 |
1059-5 |
| PP |
1006-2 |
1006-2 |
1006-2 |
1012-0 |
| S1 |
983-4 |
983-4 |
1019-5 |
994-7 |
| S2 |
941-4 |
941-4 |
1013-5 |
|
| S3 |
876-6 |
918-6 |
1007-6 |
|
| S4 |
812-0 |
854-0 |
989-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1040-0 |
964-2 |
75-6 |
7.3% |
16-2 |
1.6% |
89% |
True |
False |
3,416 |
| 10 |
1040-0 |
945-0 |
95-0 |
9.2% |
14-4 |
1.4% |
91% |
True |
False |
15,478 |
| 20 |
1040-0 |
945-0 |
95-0 |
9.2% |
11-3 |
1.1% |
91% |
True |
False |
33,210 |
| 40 |
1040-0 |
927-0 |
113-0 |
11.0% |
11-6 |
1.1% |
93% |
True |
False |
51,118 |
| 60 |
1040-0 |
927-0 |
113-0 |
11.0% |
12-1 |
1.2% |
93% |
True |
False |
60,710 |
| 80 |
1040-0 |
927-0 |
113-0 |
11.0% |
12-3 |
1.2% |
93% |
True |
False |
57,040 |
| 100 |
1040-0 |
927-0 |
113-0 |
11.0% |
12-2 |
1.2% |
93% |
True |
False |
50,707 |
| 120 |
1040-0 |
922-0 |
118-0 |
11.4% |
12-2 |
1.2% |
93% |
True |
False |
46,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1091-0 |
|
2.618 |
1071-3 |
|
1.618 |
1059-3 |
|
1.000 |
1052-0 |
|
0.618 |
1047-3 |
|
HIGH |
1040-0 |
|
0.618 |
1035-3 |
|
0.500 |
1034-0 |
|
0.382 |
1032-5 |
|
LOW |
1028-0 |
|
0.618 |
1020-5 |
|
1.000 |
1016-0 |
|
1.618 |
1008-5 |
|
2.618 |
996-5 |
|
4.250 |
977-0 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1034-0 |
1028-0 |
| PP |
1033-2 |
1024-2 |
| S1 |
1032-4 |
1020-4 |
|